ECP Reading Tools

Harnack Inequality for Functional SDEs with Bounded Memory

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Harnack Inequality for Functional SDEs with Bounded Memory
2.	Creator	Author's name, affiliation, country	Abdelhadi Es-Sarhir; TU (Berlin)
2.	Creator	Author's name, affiliation, country	Max-K. von Renesse; TU (Berlin)
2.	Creator	Author's name, affiliation, country	Michael Scheutzow; TU (Berlin)
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Harnack Inequality, Coupling, Strong Feller Property
3.	Subject	Subject classification	34K50, 60J65
4.	Description	Abstract	We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality [13]. The strong Feller property for the corresponding segment process is also obtained.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2009-12-13
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1513
10.	Identifier	Digital Object Identifier	10.1214/ECP.v14-1513
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 14
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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